HSY vs. ENEL.MI
HSY (The Hershey Company) and ENEL.MI (Enel SpA) are both stocks. HSY operates in Confectioners (Consumer Defensive), while ENEL.MI operates in Utilities - Diversified (Utilities). Over the past 10 years, HSY returned 8.77%/yr vs 14.70%/yr for ENEL.MI. At a 0.19 correlation, their price movements are largely independent.
Performance
HSY vs. ENEL.MI - Performance Comparison
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Different Trading Currencies
HSY is traded in USD, while ENEL.MI is traded in EUR. To make them comparable, the ENEL.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HSY achieves a -1.96% return, which is significantly lower than ENEL.MI's 9.19% return. Over the past 10 years, HSY has underperformed ENEL.MI with an annualized return of 8.77%, while ENEL.MI has yielded a comparatively higher 14.70% annualized return.
HSY
- 1D
- -4.70%
- 1M
- -4.67%
- YTD
- -1.96%
- 6M
- -1.31%
- 1Y
- 12.00%
- 3Y*
- -9.14%
- 5Y*
- 2.85%
- 10Y*
- 8.77%
ENEL.MI
- 1D
- 1.03%
- 1M
- -2.07%
- YTD
- 9.19%
- 6M
- 11.47%
- 1Y
- 28.61%
- 3Y*
- 27.67%
- 5Y*
- 9.46%
- 10Y*
- 14.70%
HSY vs. ENEL.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSY The Hershey Company | -1.96% | 10.98% | -6.51% | -17.88% | 21.86% | 29.58% | 5.90% | 40.20% | -2.92% | 12.33% |
ENEL.MI Enel SpA | 9.19% | 55.03% | 2.97% | 47.75% | -27.90% | -18.13% | 33.84% | 44.17% | -4.17% | 43.51% |
Correlation
The correlation between HSY and ENEL.MI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.19 |
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Return for Risk
HSY vs. ENEL.MI — Risk / Return Rank
HSY
ENEL.MI
HSY vs. ENEL.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) and Enel SpA (ENEL.MI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HSY | ENEL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.19 | -1.71 |
| Martin ratioReturn relative to average drawdown | 1.26 | 6.32 | -5.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSY | ENEL.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.32 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.39 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.22 | +0.27 |
Drawdowns
HSY vs. ENEL.MI - Drawdown Comparison
The maximum HSY drawdown since its inception was -49.15%, smaller than the maximum ENEL.MI drawdown of -66.08%. Use the drawdown chart below to compare losses from any high point for HSY and ENEL.MI.
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Drawdown Indicators
| HSY | ENEL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -66.08% | +16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -24.98% | -12.61% | -12.37% |
Max Drawdown (3Y)Largest decline over 3 years | -42.23% | -16.63% | -25.60% |
Max Drawdown (5Y)Largest decline over 5 years | -45.25% | -56.87% | +11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -45.25% | -60.61% | +15.36% |
Current DrawdownCurrent decline from peak | -30.30% | -7.79% | -22.51% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -25.04% | +11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 4.37% | +5.17% |
Volatility
HSY vs. ENEL.MI - Volatility Comparison
The Hershey Company (HSY) has a higher volatility of 9.70% compared to Enel SpA (ENEL.MI) at 6.65%. This indicates that HSY's price experiences larger fluctuations and is considered to be riskier than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSY | ENEL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 6.65% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | 18.54% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.64% | 20.91% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 23.87% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 24.72% | -1.28% |
Dividends
HSY vs. ENEL.MI - Dividend Comparison
HSY's dividend yield for the trailing twelve months is around 3.21%, less than ENEL.MI's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 5.07% | 5.29% | 6.24% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 2.36% | 2.14% | 1.91% | 2.31% |
HSY The Hershey Company | 3.21% | 3.01% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% |
Financials
HSY vs. ENEL.MI - Financials Comparison
This section allows you to compare key financial metrics between The Hershey Company and Enel SpA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HSY and ENEL.MI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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